Annexed or attached
http://www.wordreference.com/es/en/translation.asp?spen=anex...

An "edificio anexo al laboratorio" could be a building physically attached to the laboratory, effectively an extension, or a separate building, close to the laboratory but with space between them, and if it's the latter it might still be possible to pass between them without leaving the main building, via walkways. I don't think we can tell which of these arrangements is envisaged. But in any case, an annex can be either of these things: "a building that is attached to or near a larger building and usually used as part of it" (Merriam-Webster), so I would use "an annex to the laboratory" for "un edificio anexo al laboratorio". "Attached to" would normally imply physically attached to, I think, and this may or may not be the case. "Building annexed to" would be more suitable, but "annex" is a neater and more natural way of saying the same thing.



--------------------------------------------------
Note added at 1 hr (2016-10-21 05:39:51 GMT)
--------------------------------------------------

Actually, an "edificio anexo" is more often a separate building, that is, physically separated but close.

--------------------------------------------------
Note added at 1 hr (2016-10-21 05:44:47 GMT)
--------------------------------------------------

To be clear: "annex to" is intended not as a translation of "anexo al", but of "edificio anexo a".